Causality tests and conditional heteroskedasticity: Monte Carlo evidence (Q5931138): Difference between revisions

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Latest revision as of 16:47, 3 June 2024

scientific article; zbMATH DE number 1593929
Language Label Description Also known as
English
Causality tests and conditional heteroskedasticity: Monte Carlo evidence
scientific article; zbMATH DE number 1593929

    Statements

    Causality tests and conditional heteroskedasticity: Monte Carlo evidence (English)
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    2 September 2001
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    simulation
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    ARCH
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    money-price relation
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    causality tests
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    conditional heteroskedasticity
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